Vectorization and multitasking of dynamic programming in control: experiments on a CRAY-2

Abstract Parallelism in dynamic programming is considered within the specificity of optimal control. We present the program PDVP developed for solving a general deterministic discrete-time optimization problem by means of a parallel dynamic programming algorithm on the state variables. Multitasking and vectorization are considered from the viewpoint to implement PDVP on a CRAY-2. The performances are analysed through a significant application to the optimization of satellite trajectories. Promising results are obtained.